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RECOMMENDED PRACTICE

DNV-RP-C207

STATISTICAL REPRESENTATION
OF SOIL DATA
OCTOBER 2010

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FOREWORD
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Recommended Practice DNV-RP-C207, October 2010
Changes – Page 3

CHANGES
• General • Main changes
As of October 2010 all DNV service documents are primarily Since the previous edition (April 2007), this document has
published electronically. been amended, most recently in October 2007. All changes
have been incorporated and a new date (October 2010) has
In order to ensure a practical transition from the “print” scheme been given as explained under “General”.
to the “electronic” scheme, all documents having incorporated
amendments and corrections more recent than the date of the
latest printed issue, have been given the date October 2010.
An overview of DNV service documents, their update status
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CONTENTS

1. INTRODUCTION .................................................. 7 2.4.4 Calculation example for dependent soil variable ............. 17
2.4.5 Outliers ............................................................................. 17
1.1 General .....................................................................7 2.4.6 Data from more than one source....................................... 17
1.1.1 General................................................................................ 7 2.4.7 Bayesian approach to estimation ...................................... 17
1.1.2 Objective............................................................................. 7
1.1.3 Scope and application ......................................................... 7 2.5 Estimation of soil parameters with confidence... 17
2.5.1 Parameter estimation with confidence, independent
1.2 References ................................................................7 variables............................................................................ 17
1.2.1 Offshore Standards ............................................................. 7 2.5.2 Parameter estimation with confidence,
1.2.2 Recommended Practices and Classification Notes............. 7 dependent variables ......................................................... 18
1.3 Definitions ................................................................7 2.5.3 Calculation example for independent soil variable .......... 19
1.3.1 Verbal forms ....................................................................... 7 2.5.4 Calculation example for dependent soil variable ............. 19
1.3.2 Terms .................................................................................. 7 2.5.5 Minimum sample number................................................. 19
2.5.6 Bayesian approach to estimation with confidence ........... 20
1.4 Abbreviations and symbols.....................................8
1.4.1 Abbreviations...................................................................... 8 2.6 Combination of variances .................................... 20
1.4.2 Symbols .............................................................................. 8 2.6.1 Combination rules ............................................................ 20
2.6.2 Calculation example for independent soil variable .......... 20
2. STATISTICAL REPRESENTATION
OF SOIL DATA...................................................... 8 2.7 Geostatistics ........................................................... 21
2.7.1 Spatial averaging .............................................................. 21
2.1 Introduction .............................................................8 2.7.2 Example of spatial averaging ........................................... 21
2.1.1 General................................................................................ 8 2.7.3 Spatial estimation – kriging ............................................. 21
2.2 Types of uncertainty................................................9 2.7.4 Calculation example of kriging ....................................... 22
2.2.1 General ............................................................................... 9 2.8 Full probability distribution representation
2.2.2 Aleatory uncertainty .......................................................... 9 of soil properties with examples of application .. 23
2.2.3 Epistemic uncertainty ........................................................ 9 2.8.1 General.............................................................................. 23
2.2.4 Other types of uncertainty ................................................. 9 2.8.2 Application to geotechnical reliability analyses............... 23
2.2.5 Correlation of uncertainties ................................................ 9
2.9 Design soil parameters.......................................... 24
2.3 Uncertainty modelling.............................................9 2.9.1 General.............................................................................. 24
2.3.1 Probability distributions .................................................... 9 2.9.2 Characteristic value .......................................................... 24
2.3.2 Definitions, symbols and notions for probability 2.9.3 Best estimate..................................................................... 24
distributions ...................................................................... 10
2.3.3 The normal distribution ................................................... 13 2.9.4 Lower and upper bounds .................................................. 25
2.3.4 Other distributions ............................................................ 13 2.10 References and literature ..................................... 25
2.3.5 Characteristic values......................................................... 14 2.10.1 List of references .............................................................. 25
2.4 Central estimation of soil parameters .................14 2.10.2 Other relevant literature.................................................... 25
2.4.1 Parameter estimation for independent soil variables ........ 14
2.4.2 Parameter estimation for dependent soil variables ........... 15 APP. A TABLES OF PROBABILITY
2.4.3 Calculation example for independent soil variable .......... 16 DISTRIBUTIONS ............................................................. 26

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1. Introduction 1.2 References


1.1 General 1.2.1 Offshore Standards
1.1.1 General 1.2.1.1 The latest versions of the documents in Table 1-1 apply.
1.1.1.1 This Recommended Practice provides principles, Table 1-1 DNV Offshore Standards
guidance and recommendations for use of statistical methods
for analysis and representation of soil data. Reference Title
DNV-OS-C101 Design of Offshore Steel Structures,
1.1.1.2 Soil data to be used as a basis for geotechnical analysis General (LRFD Method)
and foundation design are usually encumbered with uncer- DNV-OS-F101 Submarine Pipeline Systems
tainty, both in terms of natural variability and in terms of lim-
ited amounts of data. Statistical methods form a rational tool DNV-OS-F201 Dynamic Risers
for handling of such uncertain data, and this Recommended DNV-OS-J101 Design of Offshore Wind Turbine
Practice shows how to apply this tool, in particular with a view Structures
to the selection of characteristic values for use in design.
1.2.2 Recommended Practices and Classification Notes
1.1.1.3 The selection of characteristic values of soil properties
for use in geotechnical design is often based on subjective 1.2.2.1 The Recommended Practices and Classification Notes
judgment and accumulated experience, and the uncertainties in Table 1-2 form useful references for application of this doc-
which are involved with the soil properties are only to a limited ument.
extent brought into the picture when the characteristic values
are chosen. Table 1-2 DNV Recommended Practices and Classification
Notes
1.1.2 Objective
Reference Title
1.1.2.1 It is a major purpose of this Recommended Practice to Classification Notes 30.4 Foundations
demonstrate how characteristic values of soil properties can be Classification Notes 30.6 Structural Reliability of Marine
extracted from available data in a rational manner by means of Structures
statistical methods. Statistical methods allow for quantifica-
tion of the involved uncertainties and make it possible to DNV-RP-E301 Design and Installation of Fluke
account for these uncertainties in a rational manner. The focus Anchors in Clay
is on application of statistical methods to rational selection of DNV-RP-E302 Design and Installation of Plate
characteristic values for design, but other applications of sta- Anchors in Clay
tistical methods are also considered, e.g. development of full DNV-RP-E303 Geotechnical Design and
probabilistic models of soil properties for use in probabilistic Installation of Suction Anchors
analyses such as structural reliability analyses. in Clay
1.1.3 Scope and application DNV-RP-F105 Free Spanning Pipelines

1.1.3.1 The Recommended Practice is applicable to analysis 1.3 Definitions


and representation of soil data for all kinds of offshore geo-
technical engineering problems. 1.3.1 Verbal forms
1.1.3.2 The following major topics are covered by the Recom- 1.3.1.1 Shall: Indicates a mandatory requirement to be fol-
mended Practice: lowed for fulfilment or compliance with the present Recom-
mended Practice. Deviations are not permitted unless formally
— types of uncertainties in soil data and rigorously justified, and accepted by all relevant contract-
— uncertainty modelling, including probability distributions ing parties.
and parameters to describe them
— generic distribution types for soil data 1.3.1.2 Should: Indicates a recommendation that a certain
— central estimation of soil parameters course of action is preferred or is particularly suitable. Alterna-
— estimation of soil parameters with confidence tive courses of action are allowable under the Recommended
— interpretation of characteristic values from data Practice where agreed between contracting parties, but shall be
— geostatistics, including spatial averaging and spatial esti- justified and documented.
mation
— full probability distribution modelling of soil properties in 1.3.1.3 May: Indicates permission, or an option, which is per-
geotechnical reliability analysis. mitted as part of conformance with the Recommended Prac-
tice.
1.3.1.4 Can: Requirements with can are conditional and indi-
cate a possibility to the user of the Recommended Practice.
1.3.1.5 Agreement, or by agreement: Unless otherwise indi-
cated, agreed in writing between contractor and purchaser.
1.3.2 Terms
1.3.2.1 Characteristic value: A representative value of a load
variable or a resistance variable. For a load variable, it is a high
but measurable value with a prescribed probability of not being
unfavourably exceeded during some reference period. For a
resistance variable it is a low but measurable value with a pre-
scribed probability of being favourably exceeded.

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1.3.2.2 Classification Notes: The Classification Notes cover s Position, location coordinates
proven technology and solutions which are found to represent
good practice by DNV, and which represent one alternative for se Standard error; standard deviation of estimate
satisfying the requirements stipulated in the DNV Rules or su Undrained shear strength
other codes and standards cited by DNV. The classification suC Static triaxial compression undrained shear strength
notes will in the same manner be applicable for fulfilling the
requirements in the DNV offshore standards. suD Static DSS undrained shear strength
suE Static triaxial extension undrained shear strength
1.4 Abbreviations and symbols t Parameter in Beta distribution
1.4.1 Abbreviations tn Quantile in Student’s t distribution
v Generic variable in expression for Beta distribution
1.4.1.1 Abbreviations listed in Table 1-3 are used in this Rec- w Weighting factor in regression analysis
ommended Practice.
x Realisation of stochastic variable
Table 1-3 Abbreviations X Stochastic variable, random variable
Abbreviation In full X Vector of stochastic variables
CIU Consolidated isotropic undrained (test) y Realisation of stochastic variable
CPT Cone penetration test Y Stochastic variable, random variable
DSS Direct simple shear z Depth
FORM First-order reliability method Z Stochastic variable, random variable
SORM Second-order reliability method 1.4.2.2 Greek characters
UU Unconsolidated undrained (test)
 Dimensionless factor for axial pile capacity
1.4.2 Symbols
 Scale parameter in Weibull distribution
1.4.2.1 Latin characters  Complement of confidence 1
3 Skewness
a Scale parameter
4 Kurtosis
a Lower bound for bounded variable
 Shape parameter in Weibull distribution
a0 Soil surface intercept
 Reliability index
a1 Depth gradient
 Residual, difference between observed value and
b Limit of autocorrelation function for small lag r predicted value
b Upper bound for bounded variables  Standard normal cumulative distribution function
C Covariance, covariance function  Variogram function
C Covariance matrix  Shift parameter in Weibull distribution
Cov Covariance  Variance reduction factor to account for effect of spatial
COV Coefficient of variation averaging
c1 Quantile in non-central t distribution  Weighting factor in point estimation by kriging
D Diameter  Mean value
E Mean value operator  Coefficient of correlation, autocorrelation function
f Probability density function  Correlation matrix
F Cumulative distribution function  Standard deviation
g Limit state function
k Proportionality factor between standard deviation and
depth 2. Statistical Representation of Soil Data
L Length
L Load 2.1 Introduction
m Mode in probability distribution 2.1.1 General
n Sample size, number of data
n Degrees of freedom 2.1.1.1 Following an introduction to uncertainty types in soil
data and to principles of uncertainty modelling, this section
p Probability, fraction presents statistical methods for analysis and representation of
P Probability soil data. Formulas for central estimation of soil parameters
PF Probability of failure and formulas for estimation of soil parameters with confidence
Q Probability of exceedance, complement of cumulative are given. Examples of application are given with focus on
distribution function estimation of characteristic values. Guidance for selection of
soil parameters for design is given.
Q Capacity
r Parameter in Beta distribution 2.1.1.2 Issues of special interest in the context of uncertainty
r Lag, distance, separation modelling for soil data for large volumes, such as spatial aver-
aging and spatial estimation, are dealt with in separate subsec-
R Correlation length tions, and examples of application are given.
R Resistance
s Estimate of standard deviation

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2.1.1.3 An introduction to full probabilistic modelling of soil viz. (1) a systematic error associated with the bias in the meas-
properties is given. urements and (2) a random error associated with the precision
in the measurements.
2.2 Types of uncertainty
Guidance note:
2.2.1 General An example of measurement uncertainty, which may involve
both a bias and a random error, is the uncertainty associated with
2.2.1.1 Uncertainties associated with geotechnical data have sample disturbance of soil samples collected for subsequent test-
many sources and may be divided into the following two main ing in the laboratory, e.g. for determination of the soil strength.
types of uncertainty: When sample disturbance takes place, the expected tendency will
be that a smaller strength than the true strength will be measured
— aleatory uncertainty, i.e. physical uncertainty in the laboratory, i.e. the sample disturbance implies introduction
— epistemic uncertainty, i.e. uncertainty related to imperfect of a systematic error in terms of a negative bias. If, in addition,
knowledge. the degree of sample disturbance varies from sample to sample,
then a random error component in the measured strength is also
2.2.2 Aleatory uncertainty introduced.
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
2.2.2.1 Aleatory uncertainty consists of physical uncertainty.
Physical uncertainty is also known as inherent uncertainty and
intrinsic uncertainty and is a natural randomness of a quantity 2.2.3.8 If a considered quantity is not observed directly from
such as the variability in the soil strength from point to point measurements, but predicted by imposing some data process-
within a soil volume. Such physical uncertainty or natural var- ing of the observed data, a combined model and measurement
iability is a type of uncertainty which cannot be reduced. uncertainty may result.
Guidance note:
2.2.2.2 Physical uncertainty associated with a geotechnical Interpretation of undrained shear strength from cone penetration
variable is a fundamental property of the variable. test results is an example of a procedure that leads to soil strength
data which are encumbered with a combined model and measure-
2.2.3 Epistemic uncertainty ment uncertainty.
2.2.3.1 Epistemic uncertainty consists of statistical uncer- ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
tainty, model uncertainty and measurement uncertainty, which
are all classified as a type of uncertainty associated with lim- 2.2.3.9 Bias is defined as the difference between the expected
ited, insufficient or imprecise knowledge. value of the prediction of a quantity by measurements, predic-
tion models or other means of estimation, and the true value of
2.2.3.2 Epistemic uncertainty can in principle be reduced by the quantity.
collection of more data, by improving engineering models and
by employing more accurate methods of measurement. 2.2.4 Other types of uncertainty
2.2.3.3 Statistical uncertainty is uncertainty due to limited 2.2.4.1 Other types of uncertainties exist such as workmanship,
information such as a limited number of observations of a human errors and gross errors, but they are not considered here.
quantity, e.g. a limited number of soil strength values from a
limited number of soil samples tested in the laboratory. Guidance note:
For artificial soil deposits such as a backfill over a pipeline in a
2.2.3.4 Model uncertainty is uncertainty due to imperfections trench, the uncertainty associated with the workmanship applied
and idealisations made in (1) applied engineering models for for the installation of the backfill may appear in the same manner
representation and prediction of quantities such as pile resist- as a natural variability. However, for any new backfills to be
ance and foundation capacity and in (2) choices of probability installed this uncertainty can in principle be reduced by changing
and improving the process of work, if this is an option with the
distribution types for representation of uncertain quantities. available equipment.
2.2.3.5 Model uncertainty involves two elements, viz. (1) a ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
bias if the model systematically leads to overprediction or
underprediction of a quantity in question and (2) a randomness 2.2.5 Correlation of uncertainties
associated with the variability in the predictions from one pre-
diction of that quantity to another. 2.2.5.1 Some types of uncertainties may be correlated. Other
Guidance note: types of uncertainties are uncorrelated or independent. For
A geotechnical example of model uncertainty is the uncertainty example, epistemic uncertainties are by nature statistically
associated with axial pile capacity predictions from undrained independent of natural variability.
shear strength by the relatively simple  method.
Another example of model uncertainty is the uncertainty associ-
2.3 Uncertainty modelling
ated with the conversion of cone resistance data from CPT tests 2.3.1 Probability distributions
to undrained shear strength data.
A third example of model uncertainty is the uncertainty associ- 2.3.1.1 All uncertainty types presented in 2.2.1 - 2.2.3 can in
ated with the choice of a generic distribution type for the proba- principle be represented by a probability distribution. When a
bility distribution of soil properties when data are too scarce to parametric distribution model is used, the distribution can be
identify the correct distribution type, when no generic distribu-
tion type provides a good fit to data, or when a wrong distribution represented by its generic distribution type and its distribution
type is used in calculations for simplicity. parameters.
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e--- 2.3.1.2 In the context of soil properties, the most commonly
encountered generic distribution models consist of:
2.2.3.6 Model uncertainty varies from case to case and can be
studied by interpretation of pertinent sensitivities. — normal distribution
— lognormal distribution
2.2.3.7 Measurement uncertainty is caused by imperfect — weibull distribution
instruments and sample disturbance when a quantity is — uniform distribution
observed. Measurement uncertainty involves two elements, — triangular distribution.

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Guidance note: The probability density function is only defined for continu-
The normal distribution is typically used for variables which ous, differentiable cumulative distribution functions.
come about as sums or averages of a large number of independ-
ent quantities. Strength variables often tend to follow the normal The p quantile in the distribution of X is the value of X whose
distribution. The lognormal distribution is used for variables cumulative distribution function value is p, hence
1
which come about as non-negative products of a large number of x p  F X ( p)
independent quantities. The uniform distribution often forms a
suitable distribution model for physically bounded variables for
which no prior information exists. 2.3.2.3 The mean value of X is defined as

---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
  E X    xf X ( x)dx

2.3.1.3 The most commonly encountered parameters used to and is also known as the expected value of X.
characterise a probability distribution consist of the following
properties: 2.3.2.4 The variance of X is

VarX    ( x   ) 2 f X ( x)dx
— mean value (expected value)
— standard deviation (a measure of the spread or the scatter 
about the mean)
— coefficient of variation (standard deviation divided by the which alternatively can be expressed as
mean value; a relative measure of the spread or the scatter Var X   E ( X   ) 2   E X 2   E X 
2

about the mean)


— lower bound and upper bound (used in the case of bounded and the standard deviation of X is
  Var X 
variables).
Guidance note:
The coefficient of variation is defined as
For some generic distribution types, such as the normal distribu-
tion, these parameters are used directly as distribution parameters 
COV 
in the mathematical expressions for the distributions. For other
generic distribution types, such as the log-normal distribution

and the Weibull distribution, distribution parameters are used Guidance note:
which can be derived from the listed characterising properties.
The coefficient of variation expresses the standard deviation  as
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e--- a fraction of the mean value . The coefficient of variation is
meaningful only for variables which have positive mean values.
For geotechnical applications the coefficient of variation is of
2.3.1.4 Other terms and properties which are often used in the practical use for variables whose realisations are non-negative,
characterisation of probability distributions include: such as soil strengths.
— variance, defined as the square of the standard deviation ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
— skewness, a measure of the asymmetry of the distribution
— kurtosis, a measure of the flatness of the distribution 2.3.2.5 The skewness of X is
— standard error, term used for the standard deviation of esti- 

 (x  )
3
mators for constant quantities, such as estimators for dis- f X ( x)dx
tribution parameters like the mean value 3  

— covariance, a measure of the joint variability of two quan- 3


tities or variables Guidance note:
— correlation, a relative measure of the joint variability of
Symmetric distributions such as the normal distribution have
two quantities or variables. 3 = 0. Distributions skewed to the right have 3 > 0. Distribu-
tions skewed to the left have 3 < 0. Examples are given in
2.3.1.5 Examples of parameters listed in 2.3.1.3 and 2.3.1.4 Figure 2-1.
can be found in 2.3.2.1 through 2.3.2.8.
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
2.3.2 Definitions, symbols and notions for probability dis-
tributions
2.3.2.1 Let X denote a random soil variable such as the
strength in a soil deposit, and let x be a realisation of X such as
the observed value of X in a particular point within the soil
deposit.
2.3.2.2 The cumulative distribution function FX of X is
defined as the probability that X falls short of x,
FX ( x )  P X  x 
where P[] denotes probability. Figure 2-1
The probability of exceedance QX is defined as the comple- Probability density functions to illustrate skewness
ment of the cumulative distribution function
Q X ( x )  1  F X ( x )  P X  x  2.3.2.6 The kurtosis of X is
The probability density function is defined as the derivative of 
the cumulative distribution function
 (x  )
4
f X ( x)dx
dF ( x)
f X ( x)  4  

dx 4

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Guidance note:
The normal distribution has 4 = 3. Long-tailed distributions
have 4 > 3. Flat-topped distributions which have a large concen-
tration of outcomes near the mean have 4 < 3. Examples are
given in Figure 2-2.
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---

Figure 2-3
Figure 2-2 Examples of coefficients of correlation
Probability density functions to illustrate kurtosis

2.3.2.9 A correlation matrix can also be established for the


2.3.2.7 The median of X is the 50% quantile in the distribution elements of an array of three or more variables. For an array of
of X. For a symmetrical distribution, such as the normal distri- three variables, Z = (Z1,Z2,Z3), the correlation matrix has the
bution, the median of X coincides with the mean value of X. form
2.3.2.8 Let X and Y denote two soil variables. The covariance  1  12  13 
between X and Y is defined as ρ Z    12 1  23 
CovX , Y   E ( X   X )(Y   Y )   13  23 1 
The covariance matrix for X and Y is defined as Guidance note:
 Var X  CovX , Y  An example of an array of three correlated variables that are
C XY   
CovX , Y  Var Y  
commonly encountered in geotechnical problems is the array of
undrained shear strengths in compression, direct simple shear
The coefficient of correlation between X and Y is defined as and extension, (suC, suD, suE).
CovX , Y  ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---

Var X Var Y 
2.3.2.10 Let X denote a soil variable such as the soil strength
and is a relative measure of correlation which assumes values within a soil volume. X exhibits natural variability and there-
between 1 and 1. A value of 0 indicates no correlation, a value fore varies from point to point within the soil volume. X is said
of 1 indicates full negative correlation, and a value of 1 indi- to form a random field over the soil volume.
cates full positive correlation. See Figure 2-3. Guidance note:
The correlation matrix for X and Y is defined as The natural variability from point to point within a soil volume is
1  a result of the natural formation of soil in different depositional
ρ XY    environments. This variation can exist even in apparently homo-
 1  geneous soil units.
Guidance note: ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
The coefficient of correlation is a measure of closeness of linear
relationship between two variables X and Y. A positive value 2.3.2.11 The autocorrelation function for X is defined as the
indicates a tendency of X and Y to increase together. A negative coefficient of correlation between the values of X in two points
value indicates that large values of X are associated with small located a distance r apart within the soil volume,
values of Y. Values of either 1 or 1, corresponding to full posi-
CovX (s), X (s' )
tive and negative correlation, respectively, imply linear func-  (r ) 
tional relationships between X and Y. The diagram in the upper Var X 
left corner of Figure 2-3 visualises the situation with full negative
correlation between X and Y and the associated linear relation- where s and s’ are the location coordinates of the two points
ship. and r = |ss’| denotes the distance between them.
The diagram in the lower right corner of Figure 2-3 visualises The autocorrelation function reflects the connectivity in the
that whereas there may be a strong dependency between two var- soil properties and tells something about how the variation of
iables X and Y, this does not always imply a strong correlation
between the variables. For example, Y = X2 is very much X from point to point is. An autocorrelation function typically
dependent on X, but the coefficient of correlation between X and decreases for increasing lag r.
Y is 0. Guidance note:
In general, if X and Y are independent, the coefficient of corre- A commonly applied model for the autocorrelation function for
lation between them is 0. However, the converse is not necessar- soil properties is the quadratic exponential decay model,
ily true.
r2
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---  (r )  exp( )
R2

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in which R is a correlation length which expresses the scale of Figure 2-5 shows a variogram with nugget effect, range and
fluctuation in the random field X. Random fields of soil proper- sill. The nugget effect is defined in 2.3.2.12. The range is a dis-
ties are usually anisotropic. The vertical correlation length RV is tance beyond which the variogram essentially remains con-
usually smaller than the horizontal correlation length RH. This stant. The sill is the plateau the variogram reaches at the range.
difference reflects the geological processes that lead to the for-
mation of soil deposits by sedimentary depositing and may
amount to as much as an order of magnitude.
Let r have components x in the horizontal plane and z in the
vertical direction. For the anisotropic case that RV  RH, the
quadratic exponential decay model can then be expressed as
x 2 z
 (x, z )  exp(( )  ( )2 )
RH RV
Examples of autocorrelation function models are given in
Figure 2-4.
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---

0.8
Figure 2-5
Variogram
0.6
(r)
0.4
Guidance note:
0.2 The variogram (r) is slightly more flexible to operate with than
the covariance function C(r), because there are more licit vario-
0 gram functions than there are licit covariance functions. This is
in the sense that licit variogram functions, which do not have a
0 0.5 1 1.5 2 2.5 3 sill for large lags r do not have a covariance function counterpart.
r/R The variogram (r) is sometimes denoted semivariogram, which
refers to its alternative expression as (r) = ½Var[X(s)–X(s’)].
Quadr. exponential Exponential The most commonly used variogram models with sill are

Figure 2-4 3 r 1 r

 (r )   2 R  2 ( R ) rR
3
Autocorrelation function models Spherical model:
 1 rR
2.3.2.12 The theoretical limit of the autocorrelation function r
as the lag r approaches zero is unity, Exponential model:  (r )  1  exp( )
R
(r)  1 for r  0.
Quadratic exponential r 2
However, when (r) is inferred from data, one may observe decay model:  (r )  1  exp(( ) )
that R
(r)  b for r  0 with 0 < b < 1 Hole effect model:  (r )  1 
sin( ar )
The difference 1b is known as “nugget effect”. The nugget r
effect is in most cases due to measurement uncertainty, which The most commonly used variogram models without sill are
by nature does not exhibit any spatial correlation structure.
Guidance note:
 (r )  r ; 0  a  2
Power model: a
The presence of a nugget effect will imply that the quadratic
exponential decay model becomes changed to Hole effect model:  (r )  1  cos(ar )
2
r
 (r )  b  exp( ) for r  0 The coefficients a and R are scale parameters, and R is sometimes
R2 referred to as correlation length.
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
2.3.2.14 Autocorrelation functions and variograms can in
2.3.2.13 The variogram associated with the random field X is principle be estimated from data, provided a sufficient amount
an alternative measure of the spatial connectivity of X and is of data for the relevant parameter is available from the soil vol-
defined as ume of interest. Autocorrelation function models and vario-
 (r )  C (0)  C (r )   2  (1   (r )) gram models can then be fitted to the estimated functions. The
model that provides the best fit to the estimated function values
in which should be sought after. In practice, the amount of data will
C (r )  CovX (s), X (s' )   2   (r ); r | s  s' | often be scarce, in which case one may be left with choosing a
model on the basis of experience. Also in practice, one may
is the covariance function with the special case sometimes find that it is of less importance which model is
C (0)  Var X    2 used as long as the scale parameter is correct. It may facilitate
the estimation of autocorrelation functions and variograms
where s and s’ denote the location coordinates of two points from data to sample the data equidistantly, provided such equi-
located a distance r = |ss’| apart. distant sampling is feasible.

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2.3.2.15 Autocorrelation functions and variograms are used 2.3.4 Other distributions
for estimation of soil properties and associated uncertainties in
problems that involve large areas and soil volumes. For exam- 2.3.4.1 The lognormal distribution is defined such that if the
ples of application, reference is made to 2.7.1 - 2.7.4. variable X is lognormally distributed, then the variable lnX is
normally distributed. The lognormal distribution is only
2.3.3 The normal distribution defined for positive outcomes of X and is therefore sometimes
used to represent distributions of variables that cannot take on
2.3.3.1 The normal probability distribution is a distribution negative values, such as strengths. A drawback by using the
model which often proves adequate for representation of a lognormal distribution for strength variables is that it may
number of soil properties, including strength properties such as sometimes lead to nonconservative predictions of strengths in
the undrained shear strength. The normal distribution is fully the lower tail of the distribution.
described by its mean value and its standard deviation, i.e. two
parameters are all that is required for a complete description of Guidance note:
this distribution model. The following formulas can be used to transform the mean value
and the variance of lnX to mean value and variance of X, when X
2.3.3.2 The cumulative distribution function for a considered is lognormally distributed
soil variable X gives the cumulative probability up to a speci-
E X   exp( E ln X   Var ln X )
1
fied outcome x of X, i.e. the probability that X will fall short of
x. For a normally distributed variable X, the cumulative distri- 2
Var X   E X   exp(Var ln X   1)
2
bution function reads
x
FX ( x )  P X  x    ( ) Note that the natural logarithm of the mean value of X is not the
 mean value of lnX.
1 x
(x  )2
 exp(
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
 )dx
 2   2

2.3.4.2 The Weibull distribution has a cumulative distribution


in which  denotes the standard normal cumulative distribu- function
tion function,  denotes the mean value of X and  denotes the
x  
standard deviation of X. A table of the standard cumulative FX ( x )  1  exp(( ) )
normal distribution is given in Appendix A. 
in which the scale parameter , the shape parameter  and the
2.3.3.3 For the situation that there is only a limited number of
laboratory test data on soil samples available for the determi- shift parameter  are distribution parameters which all relate to
nation of the distribution of X, the estimates of the two distri- the mean value and standard deviation of the distribution. The
bution parameters (the mean value and the standard deviation) Weibull distribution is a flexible distribution which has many
from the data will be encumbered with statistical uncertainty, applications, e.g. distributions of local maxima of properties
i.e. the mean value and the standard deviation will themselves that vary in time and space. The exponential distribution and
have uncertainties that can be modelled by assigning probabil- the Rayleigh distribution are special cases of the Weibull dis-
ity distributions to them. These distributions will have the cal- tribution for = 1 and = 2, respectively.
culated estimates as their mean values and they will in addition
be characterised by their standard errors. 2.3.4.3 The Beta distribution is a flexible distribution model
for variables which are upwards and downwards bounded and
2.3.3.4 Variables that are modelled to follow the normal dis- for which the mean value and the standard deviation are
tribution can take on negative values. This may be unphysical known.
for a number of soil variables such as soil strengths, which For a variable X which is Beta-distributed over the range [a; b]
never take on negative values, but for which the normal distri- and has mean value  and standard deviation , the cumulative
bution still is an adequate distribution model, e.g. as judged on distribution function reads
other physical grounds than the extent of the physically possi- x
ble space of realisations. Usually, it will not pose any problems
 (v  a )
r 1
that the normal distribution in theory can take on negative val- (b  v)t  r 1 dv
ues, since for practical purposes the probability of negative FX ( x)  a
; a  x  b and 0  r  t
values will usually be negligible. Only in cases where the coef- (b  a)t 1 B(r , t  r )
ficient of variation of a variable in question is particularly where B denotes the Beta function and in which the parameters
large, there may be a risk of getting negative outcomes of the r and t relate to  and  through
variable when a normal distribution model is used. In such
cases it is recommended to apply a truncated normal distribu- r r tr
tion, where the point of truncation of the lower tail is set at   a  (b  a ) and   (b  a )
t t r (t  1)
zero.
Guidance note: 2.3.4.4 The uniform distribution is a useful distribution model
Let X denote a normal distribution with mean value  and stand- for variables for which physical upper and lower bounds are
ard deviation , and let  denote the standard normal cumulative known while no other prior information exists.
distribution function. Let Y be generated as X truncated at x = 0.
The cumulative distribution function for Y is then defined as For a variable X which is uniformly distributed over the range
y  [a; b], the cumulative distribution function reads
( )   ( ) xa
FY ( y )    ; y0 FX ( x) 
 ba
1   ( )
 The mean value is
ab
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e--- E X  
2

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and the standard deviation is Guidance note:


ba When the characteristic value in a design code is defined as the
X  5% quantile in the probability distribution, then an additional
12 requirement usually is that it shall be estimated with a specified
confidence. A confidence of 95% is a typical requirement in
2.3.4.5 The triangular distribution is a useful distribution many codes.
model for variables for which physical upper and lower bounds Some design codes, which use the mean value as characteristic
are known together with the most likely value. value, specify that the characteristic value shall be taken as “a
conservatively assessed mean value” or “a cautiously estimated
For a variable X which follows a triangular distribution over mean value”. The interpretation of this specification is that the
the range [a; b] and whose most likely value is m, the cumula- characteristic value shall be taken as the mean value estimated
tive distribution function reads with a confidence greater than 50%. Typical confidences would
then be 75% or 90%.
 ( x  a) 2
 axm ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
(m  a )(b  a )
FX ( x)  
1  (b  x )
2

m xb 2.3.5.4 Some geotechnical practices define the characteristic


 (b  m)(b  a) value as a lower bound value with reference to some available
data set of n observations of the parameter in question.
The mean value is
Guidance note:
abm
E X   Note that a lower bound value is a subjective measure, and if it is
3 literally interpreted as the smallest value among n observed val-
ues, a smaller value is likely to be obtained if the number of
and the standard deviation is observations n is increased. This is so, because the larger the
a 2  b 2  m 2  ab  am  bm number of observations, the higher is the probability that one of
X  them will be made further out on the lower tail of the distribution.
18 Hence by using the observed lowest value as characteristic value,
one may actually loose the benefit of carrying out a larger
2.3.5 Characteristic values number of observations.
Note also that a lower bound by its mere definition is not neces-
2.3.5.1 For practical purposes in deterministic geotechnical sarily invariant with the number of observations n and does thus
design, one will not apply the entire probability distribution of not necessarily result in a specific quantile whose exceedance
a quantity in question such as the soil strength, but rather a probability is independent of n.
characteristic value which is then usually defined as a particu- A lower bound value specified in a soil report to be used as char-
lar quantity associated with the probability distribution. Exam- acteristic value for design is not necessarily a physical lower
ples of such quantities which are often used as characteristic bound according to the mathematical definition, but rather a rec-
values are: ommended low value to be used in design.
It is therefore recommended that the designer always makes sure
— mean value that such specified lower bound values meet the requirements to
— a low quantile in the probability distribution, e.g. the 5% the characteristic value as set forth in the design codes and stand-
quantile ards which are to be used in design.
— mean value minus two standard deviations, which for a When a characteristic value in terms of a so-called lower bound
normal distribution corresponds to the 2.3% quantile is to be established and is to be presented in a soil report as a
— most probable value, i.e. the value for which the probabil- lower bound for use in design, it is recommended that it be estab-
ity density function is maximum. lished on the basis of statistical methods in accordance with the
examples of definitions given in 2.3.5.1. A mean value should be
Guidance note: used as characteristic value when the average of the soil property
in question governs the design, whereas a low quantile should be
Which definition of the characteristic value applies usually used when a point value of the property governs the design. An
depends on the design code and on the actual application. adequate confidence should be used for the estimation of the
For problems which are governed by a local soil strength value, characteristic value from data.
such as the pile tip resistance for an end-bearing pile, a low quan-
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
tile in the strength distribution is often specified as characteristic
value.
For problems, which involve large soil volumes where local 2.4 Central estimation of soil parameters
strength variations from point to point can be assumed to average
out, such as in stability calculations for large gravity-base foun- 2.4.1 Parameter estimation for independent soil variables
dations, the mean value of the soil strength is often specified as
characteristic value. 2.4.1.1 Let X be a soil variable, such as a strength, for which
n observations exist, x1,...xn. The mean value of X is  and the
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e--- standard deviation is . Any dependency on depth or on any
other conditioning quantity is disregarded here; i.e. X is a so-
2.3.5.2 For the case that the distribution of the considered soil called independent variable.
strength is estimated based on limited test data such that the
distribution parameters become encumbered with statistical 2.4.1.2 The mean value  is estimated by the sample mean
uncertainty, also estimates of characteristic values of the distri- 1 n
bution become statistically uncertain. To properly account for x   xi
such statistical uncertainty, it is common to specify that char- n i 1
acteristic values shall be estimated with a specified confidence. 2.4.1.3 The standard deviation  is estimated by the sample
2.3.5.3 Estimation with confidence implies that instead of standard deviation
using a central estimate of the quantity in question, a conserv- 1 n
ative estimate value is used such that the probability of the true s 
n  1 i 1
( xi  x ) 2
value being more favourable than the conservative estimate is
at least equal to the specified confidence.

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Page 15

2.4.1.4 The estimates x and s2 are central estimates of 


and 2. a0 Y

2.4.1.5 The estimates x and s are encumbered with uncer- 


tainty owing to the limited number of data used for the estima- a1
tion. The uncertainties in the estimates can be represented by
the respective standard deviations, denoted standard errors. 1
If needed, these standard errors can be estimated by
s  1
se( x )  and se( s )  s 4 z
n 4n
Figure 2-6
There is also an expression for the standard error of the vari- Data points (z,Y) and linear model for mean
ance estimate s2,
2
se( s 2 )  s 2 2.4.2.2 The coefficients a0 and a1 in the linear expression can
n 1 be estimated from the n observed data pairs (z,y) as
n
2.4.1.6 The median xm of X is estimated by the sample
median. Let the n observations of X be arranged in increasing
 (z i  z )( yi  y )
order, x1,...xn. When n is odd, the sample median is the middle aˆ1  i 1
n
and aˆ0  x  aˆ1 z
value x(n+1)/2 in the ordered list of observations. When n is  ( zi  z ) 2
i 1
even, the sample median is the average of the two middle val-
ues xn/2 and x(n+2)/2 in this list. in which
Guidance note: 1 n 1 n
y 
n i 1
yi and z   zi
n i 1
For the special case that the distribution of X is known to be a
normal distribution, the median xm can be estimated by the sam-
Guidance note:
ple mean
The estimates â0 and â1 are known as best estimates of a0 and a1,
1 n
xˆ m   xi
n i 1
respectively, and thus provide the best estimate of the straight
line that expresses the mean variation of the variable Y with the
depth z.
hence utilising that the symmetry of the normal distribution
implies that the median is equal to the mean. ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
For the special case that the distribution of X is known to be a
lognormal distribution, the median xm can be estimated by the 2.4.2.3 The standard deviation  of the natural variability term
sample geometric mean  is estimated by the sample standard deviation
n
1 n
xˆ m  n x
i 1
i
s  ( yi  (aˆ 0  aˆ1 z i )) 2
n  2 i 1
Note that the lognormal distribution is not a symmetrical distri-
bution, such that the mean will be different from the median and 2.4.2.4 The estimators â0, â1 and s are encumbered with
such that the geometric mean of the observations used to estimate uncertainty owing to the limited number of data used for the
the median cannot be used as an estimate of the mean. estimation. The uncertainties in the estimators can be repre-
sented by the respective standard deviations, denoted standard
Note also that the two median estimates presented for special errors. If needed, these standard errors can be estimated by
cases in this guidance note are more accurate estimates than the
sample median, because they make use of more information than 1 z2
the sample median does, including the information about distri- se(aˆ 0 )  s   n
bution type. n
 (z
i 1
i  z)2
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
s
se(aˆ1 ) 
n
2.4.2 Parameter estimation for dependent soil variables
 (z
i 1
i  z)2
2.4.2.1 Let Y be a soil variable, such as a strength parameter,
whose variation with depth z can reasonably well be modelled 2
se( s 2 )  s 2
as a linear function. Y is then a so-called dependent variable, n2
whereas z is independent. Assume that n observations of pairs
(zi,yi), i = 1,...n, are available from a soil investigation cam- Note that it is the standard error of s2 rather than of s which is
paign. The variation of Y with depth can now be expressed as given here.
Y  a 0  a1 z   2.4.2.5 The estimators in 2.4.2.2 may be recognised as the
results from a least-squares regression analysis.
where the term a0+a1z represents the linear mean variation
with depth and the term  represents the natural variability of 2.4.2.6 Situations exist for which the natural variability of the
Y about the mean, and where z denotes the depth below the soil considered soil parameter Y is such that the standard deviation
surface. The coefficients a0 and a1 represent the surface inter-  of the random variability term  is not a constant as assumed
cept and the depth gradient, respectively, of the mean of Y. The in 2.4.2.1 through 2.4.2.4, but rather has a variation with depth.
variability term  has zero mean and its standard deviation is A standard deviation which is proportional with depth is com-
denoted . The standard deviation  is assumed to be constant, monly encountered. For the case that the standard deviation 
i.e. it is assumed to be independent of depth z. Reference is is proportional with the depth z, = kz, the coefficients a0 and
made to Figure 2-6. a1 in the linear expression for the mean of Y can be estimated

DET NORSKE VERITAS


Recommended Practice DNV-RP-C207, October 2010
Page 16

from the n observed data pairs (z,y) as tion were to be installed in the soil deposit rather than a friction
n n pile: The strength observations would have been concentrated in
n w z w y i i i i
a shallow zone within the soil deposit rather than being approxi-
w z y
mately uniformly distributed over the 34 m depth of the soil
i i i
 i 1
n
i 1
deposit.
i 1
w i It is a prerequisite for application of the data set in this example
aˆ1  n
i 1
that the definition of su associated with the data set is consistent
n
( wi z i ) 2 with the definition of su in the design code which is used to pre-
dict the axial pile capacity.
w z  i 1
2
i i n

w
i 1 ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
i
i 1
n n

w y i i
 aˆ1  wi xi Undrained shear strength (kPa)

aˆ 0  i 1
n
i 1 0 20 40 60 80

w
0
i
i 1|
5
in which wi = 1/zi2, where zi denotes the depth of the ith obser-
vation yi of Y. 10

2.4.2.7 The proportionality constant k in the expression for the


natural variability term is estimated by 15
Depth (m)
1 n
kˆ   wi ( yi  (aˆ 0  aˆ1 z i )) 2
n  2 i 1
20

25
2.4.2.8 The estimators â0, â1 and k̂ are encumbered with
uncertainty owing to the limited number of data used for the 30
estimation. The uncertainties in the estimators can be repre-
sented by the respective standard deviations, denoted standard
35
errors. If needed, these standard errors can be estimated by
n
Figure 2-7
w z
2
i i Soil Data Set #1: Data for undrained shear strength vs. depth
se(aˆ 0 )  kˆ  n n
i 1
n

 w  w z  (  wi z i ) 2
2

2.4.3.2 The mean value  of su is estimated by the sample


i i i
i 1 i 1 i 1

n
mean of the data, hence
w i
1 n
ˆ  s u   su ,i  60.2 kPa
se(aˆ 1 )  kˆ  n n
i 1
n 22 i 1
 w  w z  ( wi z i ) 2
2
i i i The standard deviation  of su is estimated by the sample
i 1 i 1 i 1
standard deviation, hence
2
se(kˆ 2 )  kˆ 2 1 22
n2 ˆ  s   (su ,i  su ) 2  10.6 kPa
22  1 i 1
Note that it is the standard error of k̂ 2 rather than of k̂ which This gives a variance estimate s2 = 112.3 kPa2. The estimated
is given here. coefficient of variation is COV = 10.6/60.2 = 0.176.
2.4.3 Calculation example for independent soil variable 2.4.3.3 Provided an ideal, accurate method of measuring su
2.4.3.1 Soil Data Set #1 consists of 22 observations of the was applied for observation of the 22 data values, s = 10.6 kPa
undrained shear strength su in a 34 m deep soil deposit, see Fig- will be the final estimate of the standard deviation associated
ure 2-7. When the ultimate goal is to design a friction pile for with the natural variability of the undrained shear strength su.
installation in this soil deposit to a depth of about 34 m, a visual Usually, this is what should be assumed, regardless of the
inspection of the data indicates that it will be a reasonable accuracy of the method of measurement, since this accuracy is
model to represent the mean strength as a constant value, inde- usually either unknown or is difficult to quantify.
pendent of depth, within this soil deposit. 2.4.3.4 Provided the accuracy of the method of measuring su
Guidance note: is known, e.g. from a calibration of the test equipment, the
The application, i.e. primarily the type of foundation, governs associated uncertainty can in principle be eliminated from the
which soil properties are of interest to be estimated. For an axi- estimate s, and the final estimate of the standard deviation
ally loaded friction pile as considered in this example, the mean associated with the natural variability of the undrained shear
strength over the length of the pile is of interest, forming the basis strength su will come out somewhat smaller than the apparent
for prediction of the axial capacity of the pile. standard deviation of 10.6 kPa. Consider as an example that the
For a shallow foundation to be designed against horizontal slid- standard deviation associated with the accuracy of the meas-
ing or bearing capacity failure, only the strength in a shallow urement method is quantified to meas = 6 kPa. For this case,
zone below the soil surface would be of interest, and a subset of the net standard deviation associated with the natural variabil-
the 22 strength observations in this example, consisting of the 5 ity of su becomes reduced to
or 6 uppermost observations, would have to be subject to inspec-
tion, analysis and interpretation. As the available soil data often s  10.6 2  6 2  8.7 kPa
reflect the type and size of foundation to be installed, if this is
known at the time of the soil investigations, it is likely that the and the estimated coefficient of variation correspondingly
obtained data set would have been different if a shallow founda- reduces to COV = 8.7/60.2 = 0.145.

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2.4.4 Calculation example for dependent soil variable 2.4.5.2 It is recommended to remove data points that are iden-
tified as outliers. However, one should always justify removal
2.4.4.1 Soil Data Set #2 consists of 51 observations of the of identified outliers by physical evidence, e.g. equipment mal-
undrained shear strength which are available from the depth function, improperly calibrated equipment, and recording and
range 2-39 m in a clay deposit, see Figure 2-8. The data are transcription errors. Also evident physical differences between
obtained by two different types of tests, viz. direct simple shear the parent test specimen for a data value identified as an outlier
tests and vane tests. The data from the vane tests have been on the one hand and the parent test specimens for the rest of the
properly transformed to form a consistent population with the data set on the other, such as a significantly different sand con-
data from the direct simple shear tests, cf. 2.4.6. tent, may serve to justify the removal of the identified outlier.
2.4.4.2 By a visual inspection, the data are seen on average to 2.4.5.3 Caution should be exercised not to remove data points,
have a linear variation with depth, E su   a0  a1 z . which may appear as outliers, but which do not qualify as out-
liers and which should therefore be kept in the data set. An
Undrained shear strength (kPa) example of such a data point is a data point far from the bulk
0 20 40 60 80 100 of data points in an (X,Y) plane and far from the line that can
0 be estimated from the data for Y’s dependency on X. The lin-
ear relationship assumed between X and Y might simply not be
5
valid in the region of the (X,Y) plane where the suspicious data
point is located.
10
2.4.6 Data from more than one source
15 2.4.6.1 Caution should be exercised when data from two or
more sources are pooled together to form one data set which is
Depth (m) 20 then subject to statistical analysis. For example, soil strength
data may arise from different types of tests on soil samples.
Data from different types of tests have to be converted to the
25
same reference scale before any statistical analysis of the
pooled data set will be meaningful.
30
Guidance note:
35
Data for undrained shear strength of clay are often available from
UU tests and CIU tests. To convert UU test results to obtain
benchmark CIU test results that can be pooled with results from
40 actual CIU tests, it is common to multiply the strength data from
the UU tests by a factor. This factor is often set equal to 1.2.
Figure 2-8 Conversion of other types of data before pooling may require
Soil Data Set #2: Data for undrained shear strength varying other transformations than simple multiplication by a conversion
linearly with depth factor.
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
The variability in the undrained shear strength about this mean
is characterised by the standard deviation . For an assumption 2.4.7 Bayesian approach to estimation
of constant standard deviation with depth, the formulas in
2.4.2.2 gives the following estimates of the coefficients a0 2.4.7.1 The Bayesian approach to estimation, which capital-
and a1 ises on Bayesian statistics and Bayesian updating, forms an
alternative to estimation by the classical statistical approach as
â0 = 2.22 kPa and â1 = 2.35 kPa/m presented in 2.4.1 through 2.4.4. The Bayesian approach to
and the standard deviation of the residuals in su is estimated by estimation allows for inclusion of subjective information and
the sample standard deviation in 2.4.2.3 judgment in estimation, e.g. in terms of assumptions of a prior
ˆ  s  3.76 kPa distribution of an unknown parameter to be estimated. Accord-
ing to the Bayesian approach this distribution is then subse-
Guidance note: quently updated conditional on available sampled data.
A negative strength intercept â0 = 2.22 kPa at the soil surface
has been estimated. This is unphysical and serves as a reminder 2.4.7.2 The Bayesian approach to estimation is useful for esti-
that the linear model for the strength as a function of depth is mation in situations where the classical statistical methods
valid only within the depth range of the data, i.e. 2-39 m. Within may not necessarily suffice, e.g. when data from different
this range, the estimated coefficients will result in only positive sources are to be combined. The Bayesian approach also
mean strength values. The example demonstrates that there may allows for inclusion of other information than sample data and
be limitations with respect to extrapolation of statistical estima- it allows for updating of prior information when new addi-
tion results outside the range of the data used for the estimation. tional information becomes available.
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
2.4.7.3 For further details of Bayesian estimation reference is
made to Ang and Tang (1975). For further details of Bayesian
2.4.5 Outliers updating reference is made to Classification Notes No. 30.6.
2.4.5.1 Data observations, which are quite far from the bulk of 2.5 Estimation of soil parameters with confidence
data in a data set, are called outliers. Before carrying out a sta-
tistical analysis of a data set, the data set should be inspected 2.5.1 Parameter estimation with confidence, independent
for outliers. As a rule of thumb, any data value which is located variables
more than two standard deviations away from the mean value
of the data set can be considered an outlier. Graphical presen- 2.5.1.1 Let X be a soil variable, such as a strength, for which
tation is an effective means of detection. Rational, more elab- n observations exist, x1,...xn. When the characteristic value of
orate methods for identification of outliers can be found in X is defined as the mean value of X, and when the characteris-
Snedecor and Cochran (1989) and Neter et al. (1990). tic value is required to be estimated with a confidence of 1,

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the following expression for the estimate of the characteristic be applied for the characteristic value
value applies
1 3n
s YC  aˆ 0  aˆ1 z  tn  2 ( )  s  
X C  x  t n 1 ( )  n n2  1
n
in which x is the sample mean of X and s is the sample stand- Table 2-3 Coefficient tn2() for YC defined as mean value of Y
ard deviation of X based on the n observations, and tn1() is n2 1= 0.75 1= 0.90 1 = 0.95
given in Table 2-1. This is based on theory for one-sided con- 2 0.82 1.89 2.92
fidence intervals. The sample mean and sample standard devi-
ation are to be calculated according to expressions given in 5 0.73 1.48 2.02
2.4.1.2 and 2.4.1.3. 10 0.70 1.37 1.81
15 0.69 1.34 1.75
Table 2-1 Coefficient tn1() for XC defined as mean value of X
20 0.69 1.33 1.72
n1 1= 0.75 1= 0.90 1= 0.95 30 0.68 1.31 1.70
2 0.82 1.89 2.92 50 0.68 1.30 1.68
5 0.73 1.48 2.02
10 0.70 1.37 1.81 This expression is a linear approximation to the true expres-
sion, which results from theory and which is somewhat nonlin-
15 0.69 1.34 1.75 ear with respect to depth z. The approximate expression is
20 0.69 1.33 1.72 based on the assumption that the n data pairs are sampled
30 0.68 1.31 1.70 approximately uniformly over the depth range considered. It
50 0.68 1.30 1.68 gives slightly conservative results in the central part of this
depth range, and it is not suitable for extrapolation to charac-
2.5.1.2 When the characteristic value of X is defined as the teristic values outside of this depth range. The coefficient esti-
5% quantile in the distribution of X, and when the characteris- mates â0 and â1 and the sample standard deviation s are to be
tic value is required to be estimated with a confidence of 1, calculated according to the expressions given in 2.4.2.2 and
the following expression for the estimate of the characteristic 2.4.2.3, and tn2() is given in Table 2-3. This is based on the-
value applies ory for one-sided confidence intervals.
X C  x  c1 (n)  s
2.5.2.2 When the characteristic value of Y is defined as the
in which x is the sample mean of X and s is the sample stand- 5% quantile in the distribution of Y, and when the characteris-
ard deviation of X based on the n observations, and c1(n) is tic value is required to be estimated with a confidence of 1,
given in Table 2-2. This is based on theory for tolerance the following expression for the estimate of the characteristic
bounds. The sample mean and sample standard deviation are to value applies
be calculated according to expressions given in 2.4.1.2 and YC  aˆ 0  aˆ 1 z  c1 (n)  s
2.4.1.3.
This expression is a linear approximation to the true, some-
Table 2-2 Coefficient c1(n) for XC defined as the 5% quantile what nonlinear expression that results from theory. It is based
of X on the assumption that the n data pairs are sampled approxi-
mately uniformly over the depth range considered. It gives
n 1= 0.75 1 = 0.90 1  = 0.95 slightly conservative results in the central part of this depth
3 3.17 5.33 7.66 range, and it is not suitable for extrapolation to characteristic
5 2.47 3.41 4.21 values outside of this depth range. The coefficient c1(n) is
10 2.11 2.57 2.91 tabulated in Table 2-4 for various confidence levels 1. For
details about the methodology, reference is made to Ronold
15 1.99 2.34 2.57 and Echtermeyer (1996).
20 1.94 2.21 2.40
30 1.88 2.08 2.22 Table 2-4 Coefficient c1(n) for YC
 1.64 1.64 1.64 defined as the 5% quantile of Y
n 1= 0.75 1= 0.90 1  = 0.95
2.5.1.3 Formulas and tables in 2.5.1.1 and 2.5.1.2 are shown 3 5.2 13.8 27.7
for a single variable such as a strength which can be assumed
constant within a soil layer. Other formulas and tables apply 5 2.88 4.41 5.80
for soil properties that vary linearly with depth, see 2.5.2.1 and 10 2.29 2.95 3.44
2.5.2.2. 15 2.14 2.62 2.95
2.5.2 Parameter estimation with confidence, dependent 20 2.06 2.45 2.70
variables 50 1.88 2.10 2.25
100 1.81 1.96 2.06
2.5.2.1 Let Y be a soil variable, such as a strength, whose var-  1.64 1.64 1.64
iation with depth z on average can reasonably well be modelled
as a linear function. Assume that n observations of pairs (zi,yi), 2.5.2.3 The results presented here for soil properties that vary
i = 1,...n, are available from a soil investigation campaign. The linearly with depth are based on an assumption of a constant
mean variation of Y with depth is expressed as a0+a1z, in standard deviation of the considered soil property with depth.
which the coefficients a0 and a1 can be estimated from the However, some soil properties exhibit a standard deviation
observed data pairs as given in 2.4.2.2.
which is proportional with depth. For this case the coefficient
When the characteristic value of Y is defined as the mean value c1(n) will be a function of depth. It will also depend on how
of Y, and when the characteristic value is required to be esti- the data are distributed over the depth range considered. Tabu-
mated with a confidence of 1, the following expression may lated values for c1(n) are not available.

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2.5.3 Calculation example for independent soil variable emphasis on the statistical interpretation and rather use physical
evidence to establish the characteristic value as a physical lower
2.5.3.1 Consider Soil Data Set #1 where n = 22 observations bound. As an example, in the case of the strength of a clay, such
of the undrained shear strength su in a soil deposit are availa- physical evidence could consist of knowledge about the thixo-
ble, see Figure 2-7. The mean value is estimated to be tropic properties of the clay.
̂ = 60.2 kPa and the standard deviation is estimated to be ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
s = 10.2 kPa.
2.5.3.2 A geotechnical problem is encountered for which the 2.5.5 Minimum sample number
characteristic value of the undrained shear strength is to be
2.5.5.1 From the soil samples obtained during the initial phase
taken as the mean value estimated with 90% confidence.
of a soil investigation program, it is possible to determine
According to the expression in 2.5.1.1 this characteristic value
whether or not the number of samples collected was sufficient
becomes
for the accuracy of prediction required by the design engineer.
s 10.6
su ,C  ˆ  t n1 ( )   60.2  1.33   57.2 kPa If not, then an additional phase of soil investigation will be
n 22 necessary so that additional samples can be obtained.

2.5.3.3 Another geotechnical problem is encountered for 2.5.5.2 The prediction accuracy required by the design engi-
which the characteristic value of the undrained shear strength neer may be expressed as a range of values within which the
is to be taken as the 5% quantile with 95% confidence. Accord- true but unknown mean value of the population will lie with a
ing to the expression in 2.5.1.2, this characteristic value probability equal to or greater than a specified value. This
becomes specified probability may be recognised as the confidence and
su ,c  ˆ  c1 (n)  s  60.2  2.36 10.6  35.2 kPa the range of values required for accuracy can then be expressed
as a two-sided confidence interval,
2.5.4 Calculation example for dependent soil variable   s  s 
 x  t n 1 ( 2 )  n ; x  t n 1 ( 2 )  n  ,
2.5.4.1 Consider Soil Data Set #2 where n = 51 observations  
of the undrained shear strength su are available from the depth in which x and s are the sample mean and the sample standard
range 2-39 m in a clay deposit, see Figure 2-8. The mean value deviation, respectively, of the soil parameter in question. The
is represented as a linear function of depth z, E[su] = a0+a1z. confidence is 1  and tn1(/2) is given in Table 2-5.
The coefficients in the expression for E[su] are estimated to be
â0 = 2.22 kPa and â1 = 2.35 kPa/m, respectively, and the Table 2-5 Coefficient tn1(/2)
standard deviation of the residuals in su is estimated
n 1 1 = 0.80 1  = 0.90 1 = 0.95
by ̂  s = 3.76kPa.
2 1.89 2.92 4.30
2.5.4.2 Consider the situation that the characteristic value of 3 1.64 2.35 3.18
su is to be taken as the mean value of su estimated with 95% 4 1.53 2.13 2.78
confidence. According to the expression in 2.5.2.1, the charac- 5 1.48 2.02 2.57
teristic su profile then becomes
8 1.40 1.86 2.31
1 3n 10 1.37 1.81 2.23
s u , C  aˆ 0  aˆ 1 z  t n  2 ( )  s   2
n n 1 15 1.34 1.75 2.13
1 3  51 20 1.33 1.72 2.09
 2.22  2.35 z  1.68  3.76   30 1.31 1.70 2.04
51 512  1
50 1.30 1.68 1.96
 3.99  2.35 z
Guidance note:
2.5.4.3 Consider the situation that the characteristic value of Assume as an example that four observations of the undrained
su is to be taken as the 5% quantile of su estimated with 95% shear strength are available from tests on four soil samples from
confidence. According to the expression in 2.5.2.2, the charac- a stiff clay deposit: 93, 100, 104 and 107 kPa. The minimum
teristic su profile then becomes number of soil samples required so that the true, unknown mean
s u ,C  aˆ 0  aˆ1 z  c1 (n)  s value will be within 5% of the mean test result with at least 90%
probability is sought.
 2.22  2.35 z  2.25  3.76
The mean value estimate is x = 101 kPa and the standard devia-
 10.68  2.35 z tion estimate is s = 6.06 kPa. The limits of the 90% confidence
Guidance note: interval become 101 2.35 6.06/4 = 93.9 to 108.1 kPa, i.e.
The resulting expression for su,C gives negative characteristic some 7% on either side of the mean.
shear strength in a depth range between the soil surface and about Four samples are thus not sufficient if the true mean shall be
4.5 m depth. This is unphysical and may be interpreted as an indi- within 5% of the mean test result. This is an interval from 96 to
cation that the normal distribution assumption for the undrained 106 kPa. By combining the expression for the confidence inter-
shear strength may not necessarily be a good model in the upper- val with Table 2-5, it can be determined that an interval equal to
most part of the soil deposit. In the actual case, if it is maintained or narrower than the required interval from 96 to 106 kPa will be
that the 5% quantile shall be estimated with 95% confidence, the achieved when the number of samples is increased by two to a
distribution assumption should be revisited and a truncated nor- total of six samples, i.e. two more samples must be obtained and
mal distribution should be considered instead of the normal dis- tested.
tribution before the characteristic strength is estimated with the
specified confidence. Otherwise, it may be considered to put less ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---

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2.5.6 Bayesian approach to estimation with confidence Guidance note:


It can be dangerous to perform the reduction in the observed var-
2.5.6.1 As an alternative to the classical statistical approach to iance for possible measurement and model uncertainties.
estimation with confidence presented in 2.5.1 through 2.5.4, a
Bayesian approach to estimation with confidence may be Caution should be exercised not to carry out the favourable
reduction of the observed variance obs2 by variances associated
applied. This requires that a suitable loss function be chosen. with measurement and model uncertainty, unless it is absolutely
The choice of loss function governs the confidence associated certain that these uncertainties are present in the data and their
with the estimate that results from the Bayesian estimation. variances can be properly quantified and trusted. Otherwise, one
The choice of the right loss function is thus crucial in order to may be unfortunate to underestimate X2 from obs2.
arrive at an estimate that has the desired confidence.
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
For details of Bayesian estimation with confidence, reference
is made to Ang and Tang (1984).
2.6.1.5 The autocorrelation function (r) for the variable X
2.6 Combination of variances considered as a random field over the soil deposit can in prin-
ciple be estimated from spatial observations of X. The estimate
2.6.1 Combination rules of this autocorrelation function can be applied to provide infor-
mation which can be used to isolate the variance X2 from the
2.6.1.1 Variances associated with different uncertainty observed variance obs2.
sources are combined by simple addition when the uncertainty
sources are additive and statistically independent. The autocorrelation function shall theoretically attain the value
= 1 for lag r = 0. However, when the autocorrelation function
2.6.1.2 Let X be a soil variable such as a strength. X will is estimated from measured values of X for various lags r > 0,
exhibit a natural variability from point to point within a soil the results can be extrapolated to estimate the value of  for
deposit. The mean and variance of X are estimated on the basis r = 0. The result of this exercise will usually be that b for
of n observations by measurements on soil samples, so the esti- r  0, where b < 1. The value of the limit b being less than 1
mates of the mean and variance of X are encumbered with reflects the presence of measurement uncertainty and a possi-
measurement uncertainty as well as with statistical uncer- ble model uncertainty as described in 2.6.1.2 and 2.6.1.3, and
tainty. The measurement uncertainty and the statistical uncer- the variance associated with the natural variability of X can be
tainty are both epistemic uncertainties which are independent interpreted as
of the natural variability of X. In addition the measurement  X  b   obs
2 2

uncertainty and the statistical uncertainty can be assumed to be


statistically independent. Caution must be exercised to avoid underestimation of b and
thereby of X2 when b is extrapolated from available estimated
2.6.1.3 The observed variance obs which is estimated from 2,
(r) values. Estimated (r) values will often be encumbered
the n observations of X, forms an apparent variance which is a with large uncertainties, which together with the nonlinearity
combination of a variance X2 associated with natural variabil- of (r) with r makes the extrapolation difficult.
ity and a variance meas2 associated with measurement uncer-
tainty, 2.6.2 Calculation example for independent soil variable
 obs   X   meas
2 2 2

2.6.2.1 Consider Soil Data Set #1 where n = 22 observations


The total variance associated with the determination of X will of the undrained shear strength su in a soil layer are available,
include a variance stat2 associated with statistical uncertainty see Figure 2-7. The mean value of su is estimated to be
owing to limited data, hence ̂ = 60.2 kPa and the standard deviation of su is estimated to
 tot   obs   stat   X   meas   stat
2 2 2 2 2 2 be s = 10.2 kPa.

If some model is applied to transform n measurements on soil 2.6.2.2 There is statistical uncertainty associated with the esti-
samples to n observations of X before the estimates of the mates of the mean value and the standard deviation of su
mean and variance of X are established from the data, a model because only 22 observations of su were available for the esti-
uncertainty will be present. Examples of this are vane test data mation. The standard error in the estimate of the mean value is
which are transformed to undrained shear strengths and CPT 10.6
readings which are converted to undrained shear strengths. For se( s u )   2.3 kPa
such cases, the variance model2 associated with the applied 22
conversion model are included in the observed variance obs2 and the standard error in the estimate of the standard deviation
and therefore appears in the expressions in the same manner as is
meas2, hence
2.22  1
 obs   X   meas   model se( s )  10.6  1.25 kPa
2 2 2 2

4  22
and
which is based on a kurtosis estimate of 2.22.
 tot   obs   stat   X   meas   model   stat
2 2 2 2 2 2 2

2.6.2.3 When the soil variable su is not known in full by its


2.6.1.4 When the variance meas2 associated with the meas- distribution with known mean value and known standard devi-
urement uncertainty can be quantified, it can in principle be ation, but only to the extent that the mean value and standard
eliminated from the observed variance obs2 and the variance deviation have been estimated from limited data, it has an asso-
X2 associated with the natural variability of X can be isolated, ciated uncertainty which stems not only from its natural varia-
 X   obs   meas bility but also from the statistical uncertainty associated with
2 2 2

the estimates of the mean and the standard deviation. The esti-
In the case that also a model uncertainty is involved in estab- mate of the total variance associated with su can then be
lishing the n observations of X, the variances associated with expressed as
both the measurement uncertainty and the model uncertainty
ˆ tot  s 2  se( s u ) 2  se( s ) 2
2
need to be quantified in order that the variance associated with
the natural variability of X can be isolated,  10.6 2  2.3 2  1.25 2
 X   obs   meas   model
2 2 2 2
 10.9 2 kPa 2

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2.7 Geostatistics Guidance note:


When Su is constant with depth and when the vertical correla-
2.7.1 Spatial averaging tion structure of the strength field can be represented by the quad-
ratic exponential decay model, the variance reduction factor can
2.7.1.1 When the application of the information about the soil be expressed as
variable X implies that a spatial average of X over large soil 2    L  1  1 2   L2   
volumes or areas shall be used rather than X itself, then the full   LR   2     R exp  2   1 
variance X2 shall not be used in calculations but rather a L2    R  2  2   R   
reduced variance in which L is the length of the pile, R is the vertical correlation
X
2
  X
2
length of the undrained shear strength su, and  is the standard
spatial
normal cumulative distribution function. See Figure 2-9.
in which < 1 is a variance reduction factor which reflects the ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
extent of the spatial averaging and which depends on the auto-
correlation function for X and the geometry of the involved
soil volume or area. In applications, this reduced variance
needs to be superimposed by the variance stat2 associated
with possible statistical uncertainty owing to limited data and
by a variance applmodel2 associated with a possible model
uncertainty involved with the application. When full averaging
takes place, i.e. when local fluctuations of X from point to
point average out completely over the involved volume or
area, then  = 0, and the only variance which is left is
stat2 + applmodel2. An example of spatial averaging over a
continuous soil volume is given in 2.7.2.
Solutions for the variance reduction factor  for a number of
geometries can be found in Ronold (1990).
2.7.1.2 Spatial averaging may also be relevant for problems
and mechanisms which involve averages or sums over a Figure 2-9
number of discrete elements in space rather than averages or Variance reduction factor vs. pile length L
integrals over continuous soil volumes. and vertical correlation length R

Guidance note:
An example of a problem which involves spatial averaging of 2.7.2.3 Statistical uncertainty associated with the estimation
soil properties over a number of discrete elements in space is the of the mean Su and the standard deviation Su of su comes in
lateral capacity of the piled foundation of an offshore jacket plat- addition when the total uncertainty associated with the predic-
form. This capacity comes about as N times the spatial average tion of Qaxial is sought after. Through the expression for Qaxial,
of the lateral capacities of the N jacket piles that constitute the the mean Su of su appears to govern the mean value of Qaxial,
foundation. The spatial average of the lateral pile capacities will L

E Qaxial   D    su ( z )dz


depend on the autocorrelation function for the soil strength that
produces the lateral pile capacities, it will depend on the geomet-
rical configuration of the N pile positions and it will depend on z 0

the separations between these positions in the horizontal plane.


2.7.2.4 The estimation of the mean Su and the standard devi-
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e--- ation Su of su and the determination of the involved estima-
tion uncertainties depend on where the friction pile is located
2.7.2 Example of spatial averaging relative to available soil borings and CPTs. Three different sit-
uations are considered:
2.7.2.1 An example of an application, where the spatial aver-
age of a soil variable is involved rather than the variable itself, 1) The position of the pile relative to soil borings and CPTs
is the axial capacity of a friction pile in clay. Several models is unknown, and Su and Su can be estimated from all soil
exist for prediction of this capacity, including the  method. data available from the soil deposit in which the pile is to
By this model, the spatial average of the undrained shear be installed.
strength su over the length L of the pile is involved as part of 2) The position of the pile relative to soil borings and CPTs
the expression for the axial capacity Qaxial, viz. is known and coincides with one of these borings or CPTs.
L Su and Su can be estimated from the soil data obtained
Qaxial  D   s u ( z )dz from the boring or the CPT which is located in the pile
z 0 position.
 L L
 3) The position of the pile relative to soil borings and CPTs
 D     s ( z )dz    ( z )dz  is known, but does not coincide with any of these borings
 z 0 
u
z 0 or CPTs. Su and Su can be estimated by spatial interpo-
in which  is a dimensionless factor and D is the pile diameter. lation between soil data from adjacent borings and CPTs,
Su denotes the mean value of su and  is a zero-mean term e.g. by means of a kriging technique. See 2.7.3.
which represents the variability of su about Su. A variance associated with the variability in predictions by the
model for Qaxial from case to case comes in addition to the
2.7.2.2 The reduced variance associated with the spatially reduced variance Su,spatial2 and the statistical variance stat2.
averaged undrained shear strength su used for prediction of
Qaxial is Su,spatial2 = Su2 and comes about as the variance 2.7.3 Spatial estimation – kriging
of the spatial average term
1 L 2.7.3.1 Let X denote a soil variable, such as a strength, which
L z 0
 ( z )dz forms a random field over a soil deposit. X has been measured
in a number of positions within the soil volume, but is in prin-

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ciple unknown in all other positions. It is assumed that the ised to kriging with a trend for the case that the field X has a
autocorrelation function for X can be established based on the mean that has a variation with location.
available observations of X.
2.7.3.9 Kriging can be applied to planning of soil investiga-
2.7.3.2 Kriging is an estimation technique which, based on the tions, e.g. determination of the most optimal position for an
measured values of X in conjunction with the autocorrelation additional soil boring when an extra soil boring is to be carried
function, allows for estimation of the value of X in positions out to supplement an existing array of soil borings in a soil
where X has not been measured. For each specified position of deposit. In this context the most optimal position is the position
estimation, the kriging technique provides both an estimate of that will provide as much new knowledge and as little redun-
X and a standard error in the estimate, accounting for spatial dant knowledge about the random field X as possible.
correlations. Guidance note:
When an additional soil boring is to be carried out, all relevant
2.7.3.3 Assume that X is observed in n positions, si, i = 1,...n, information, including knowledge of the local geology and
within the soil volume V and let xi denote the observed value results from geophysical surveys, will have to be brought into the
of X in the position si. Assume also that the autocorrelation picture in addition to the results from the kriging analysis, before
function (r) for X is available such that the covariance func- the final position of the additional boring can be decided.
tion C(r) = 2(r) can be established. Here, r denotes the lag
between two positions s and s’, r = |ss’|. The point value of X ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
in the unsampled position s is to be estimated.
2.7.3.10 Kriging can also be applied to mapping of soil layer
2.7.3.4 The simple kriging estimate of the single point realisa- boundaries.
tion X(s) in the position s is
n 2.7.4 Calculation example of kriging
xˆ (s)   i xi
i 1
2.7.4.1 The undrained shear strength su in a soil layer is meas-
ured in 3 positions which form 3 of the corners of a horizontal
where i, i = 1,...n, are weighting factors, which can be deter- square whose side length is r = 15 m. The undrained shear
mined as the solution of the n equations strength in the fourth corner of the square is unknown but can
n
be estimated by means of kriging on the basis of the 3 observed
  C (| s
j 1
j i  s j |)  C (| s  s i |) ; i  1,...n values. The autocorrelation function for the strength field is
assumed to be (r) = exp((r/R)2) with R = 30 m. Possible
2.7.3.5 The ordinary kriging estimate of the single point real- measurement uncertainties and uncertainties associated with
isation x(s) of X in the position s is sample disturbance are disregarded.
n Guidance note:
xˆ (s)   i xi Kriging can be applied regardless of the spatial geometry of the
i 1 data and does thus not presume a particular configuration of the
where i, i = 1,...n, are weighting factors, which can be deter- data points such as the four corners of a square used in this exam-
mined as the solution of the n equations ple. What matters is the distances between the data points them-
selves and between the data points and the point of prediction,
n

  C (| s
not the absolute positions of these points.
j i  s j |)  k  C (| s  s i |) ; i  1,...n
j 1 ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
with the unbiasedness constraint
n 2.7.4.2 The measurement positions and the strength measure-

i 1
i 1 ments are

Position no. Position coordinates s = (x,y) su (kPa)


2.7.3.6 The point estimate xˆ (s ) is encumbered with uncer- x (m) y (m)
tainty because it is based on a limited number of observations
of X in a limited number of positions located some distance 1 0 15 80
away from the point of estimation. Regardless of whether the 2 0 0 85
estimate xˆ (s) is established by simple kriging or by ordinary 3 15 0 75
kriging, the standard error of the estimate is
n n n 2.7.4.3 Three values of the correlation coefficient  are
se( xˆ (s))  C (0)     i  j C (| s i  s j |)  2  i C (| s  s i |) required in the kriging equations, viz. (0) = 1.0,
i 1 j 1 i 1
(15) = 0.779, and (21.2) = 0.607.
n n n
   (0)     i  j  (| s i  s j |) 2  i  (| s  s i |) 2.7.4.4 Solution of the set of 3 kriging equations leads to the
i 1 j 1 i 1 weights 1 = 3 = 0.779 and 2 = 0.607, and the simple krig-
ing estimate of su in the unsampled position (x,y) = (15,15)
2.7.3.7 The expressions for the kriging estimates and their becomes
standard error are based on assumptions of isotropic autocor- 3
relation and covariance functions. When these functions are sˆ u (15,15)    i s u , i  69.2 kPa
anisotropic, e.g. when 3-D problems are encountered and dif- i 1

ferent correlation lengths apply vertically and horizontally, the The ratio of the estimation variance se( sˆu ) 2 to the variance
expressions will become modified as the arguments of these Var[su] of the undrained shear strength field su is
functions, which here appear as a scalar measure of lag,
se( sˆu (15,15)) 2 3 3
become a vector of lag in space.  1   i  j  (| s i , s j |)
Var s u  i 1 j 1
2.7.3.8 Kriging can be generalised to apply to prediction of 3
the spatial average of the field X over the soil volume V rather  2 i  (| s i , (15,15) |)
than just estimating the point value in a particular position s. i 1
Kriging, which is here presented for the case of a stationary  0.155
field X with constant mean and variance, can also be general-

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2.7.4.5 It appears that the simple kriging applied to point esti- each such failure mode, the foundation and its engineering
mation of the su field in the position s = (15,15) implies an behaviour can be described by a set of stochastic basic varia-
updating of the distribution of su in this position from a prior bles grouped into one vector X, including, e.g., the soil
distribution to a posterior distribution by determination of the strength, the soil stiffness, the foundation geometry, and the
conditional distribution from observations of su in neighbour- loading. All of these variables are stochastic in the sense that,
ing locations. In particular it appears that for the present exam- owing to natural variability and possible other uncertainties,
ple the updating implies a reduction in the variance of the point they may take on random realizations according to some prob-
estimate of su by 84%. ability distribution.
The prior information consist of the mean estimate ̂ = 80 kPa
and the standard deviation estimate ˆ = 5 kPa, both based on 2.8.2.2 For the considered failure mode, the possible realisa-
the three available observations of su given in 2.7.4.2. These tions of X can be separated in two sets; namely the set for
are best estimates for the undrained shear strength and the which the foundation will be safe, and the set for which it will
standard deviation of the undrained shear strength, respec- fail. The surface between the safe set and the failure set in the
tively, in any point within the undrained shear strength field space of basic variables is denoted the limit state surface, and
regardless of location. the reliability problem is conveniently described by a so-called
When the additional information about geometry and autocor- limit state function g(X) which is defined such that
relation is included and accounted for through the kriging, the   0 for X in safe set
estimate of the undrained shear strength in the considered par- 
ticular point of prediction becomes updated to 69.2 kPa as out- g ( X)  0 for X on limit state surface
lined in 2.7.4.3 and 2.7.4.4, and the standard deviation of this  0 for X in failure set
estimate becomes
The limit state function is usually based on some mathematical
se( sˆu (15,15))  0.155  5  2.0 kPa engineering model for the considered limit state, based on the
which is a significant reduction compared to the prior estimate underlying physics, and expressed in terms of the governing
of 5 kPa. load and resistance variables.

2.7.4.6 It is of interest to compare the simple kriging result 2.8.2.3 The failure probability is the probability content in the
presented in 2.7.4.4 with the result of estimation by ordinary failure set
kriging. Ordinary kriging implies that an unbiasedness con-
straint comes into force and solution of the 3 kriging equations

PF  P g ( X)  0    f X ( x ) dx
g ( X ) 0
of the example leads to altered weights 1= 3 = 0.875 and
2 = 0.751. The ordinary kriging estimate of su in the unsam- where fX(x) is the joint probability density function for X and
pled position (x,y) = (15,15) hence becomes represents the uncertainty and natural variability in the govern-
3 ing variables X.
sˆ u ,OK (15,15)    i s u ,i  71.8 kPa
i 1 2.8.2.4 The complementary probability PS = 1PF is referred
The difference between the simple kriging estimate 69.2 kPa to as the reliability and is sometimes also denoted the probabil-
and the ordinary kriging estimate 71.8 kPa illustrates that sim- ity of survival.
ple kriging can be biased. In the present case the bias could
well be associated with the fact that the estimation is based on 2.8.2.5 The reliability may be expressed in terms of the relia-
as little as 3 observed field values and that it is an extrapolation bility index,
rather than an interpolation. The difference between the two = 1(PF),
estimates demonstrates the added value provided by the unbi-
asedness constraint of the ordinary kriging. where  is the standardized cumulative normal distribution
function.
2.8 Full probability distribution representation of
soil properties with examples of application 2.8.2.6 The failure probability, the reliability, and the reliabil-
ity index are all suitable measures of the foundation safety with
2.8.1 General respect to the considered failure mode.
2.8.1.1 A number of applications where uncertainties in soil 2.8.2.7 For the simple example that X consists of two varia-
properties are involved require full probability distribution bles, the load L and the resistance R, and the limit state function
representation of the soil properties. Such applications include can be specified as g(X) = RL, the failure probability becomes
structural reliability analyses, by which the probability of fail- a simple convolution integral
PF  PR  L  0
ure for a foundation can be calculated when all governing load
and soil variables and their probability distributions are mod-
elled. Full probability distribution representation of soil prop-
erties usually consists of a parametric distribution model, i.e. a
 f
R  L0
R (r ) f L (l )drdl
generic distribution type, such as the normal distribution, and  l
as many distribution parameters as required, e.g. mean value
and standard deviation.
 f
 
R (r ) f L (l )drdl

2.8.1.2 The most commonly encountered generic distribution   FR (l ) f L (l )dl
types for soil properties are given in 2.3.3 and 2.3.4. 

2.8.2 Application to geotechnical reliability analyses where fR and fL are the probability density functions of R and
L, respectively, and fR(r) = dFR(r)/dr, where FR is the cumula-
2.8.2.1 In geotechnical design, the reliability of a foundation tive distribution function of R. Reference is made to Figure 2-
can be evaluated with respect to relevant failure modes. For 10.

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2.9.1.2 So-called design profiles of characteristic values for


soil properties are often established with reference to a specific
application, i.e. with reference to a specific type and size of
foundation, and will not necessarily be valid for other applica-
tions.
Guidance note:
The reason why design profiles established for specific applica-
tions will not necessarily be valid for other applications is that the
definition of characteristic value may be different for different
applications. This depends on the degree to which averaging of
soil properties can be assumed to take place. For long friction
piles, the degree of averaging may be large, whereas the degree
Figure 2-10 of averaging may be a lot smaller for end-bearing piles and
Probability density functions and characteristic values for load L smaller shallow foundations.
and resistance R
The need for close contact between the soil investigation contrac-
tor, who shall deliver a soil investigation report and who is most
familiar with the assumptions made in establishing the character-
2.8.2.8 The reliability index  can be solved in a structural istic values and with the uncertainties present, and the geotechni-
reliability analysis by means of a reliability method which can cal designer who shall use this report for foundation design, is
be any amongst several available methods, including numeri- evident, but is in practice – unfortunately – often neglected.
cal integration, analytical first- and second-order reliability Caution should be exercised when using prescribed design pro-
methods (FORM/SORM), and simulation methods. Simula- files for soil properties. Some standards refer to both characteris-
tion methods include the well-known Monte Carlo simulation. tic profiles and design profiles and distinguish between them by
Reference is made to Madsen et al. (1986). Some of these means of the material factor. Other standards refer only to one of
methods are approximate methods, which will lead to approx- the profiles, and for some standards, which refer to the design
imate results for the reliability index. Numerical integration is profile only, the design profile is not necessarily factored, i.e. the
usually only feasible when X consists of very few stochastic design profile may consist of unfactored characteristic values
variables such as in the example in 2.8.2.7. Analytical first- rather than characteristic values divided by the material factor.
and second-order solutions to the failure probability are often Hence, prior to using a prescribed design profile, one should
sufficiently accurate, and they are advantageous to simulation always make sure to check whether the soil property values asso-
ciated with the profile have been divided by a material factor or
results when the failure probabilities are small. not.
Guidance note:
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
When the reliability index as defined in 2.8.2.5 is estimated by a
first-order reliability method (FORM), the estimate that results
from the estimation is a first-order second-moment reliability index 2.9.2 Characteristic value
according to Hasofer-Lind’s definition, see Madsen et al. (1986).
It is important to distinguish the reliability index as defined in 2.9.2.1 Characteristic values are used to represent soil proper-
2.8.2.5 from the so-called simple reliability index. The simple ties such as soil shear strength. The definition of a characteris-
reliability index is defined as the ratio between the mean value tic value is much governed by the design problem in question
and the standard deviation of the limit state function. The simple and by the geometry. A definition as the mean value of the
reliability index is not invariant with the choice of limit state property typically applies in cases where local fluctuations of
function, it will in general be different from the reliability index the soil property can be assumed to average out over large soil
as defined in 2.8.2.5, and it is not recommended for use. volumes, such as in the case of the axial capacity of long fric-
---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e--- tion piles. A definition as a lower-tail quantile in the distribu-
tion of the property typically applies in cases where a local soil
2.8.2.9 A useful byproduct of a structural reliability analysis strength is governing, such as in the case of the tip resistance
by these methods is the so-called design point x*. This is a of an end-bearing pile.
point on the limit state surface and is the most likely realisation Guidance note:
of the stochastic variables X at failure. Another useful byprod- In foundation design, the characteristic value of a soil property is
uct is the uncertainty importance factors for X. The uncertainty always used together with a partial safety factor. The character-
importance factor for the ith stochastic variable Xi in X istic value and the partial safety factor form a pair. This implies
roughly gives the fraction of the total uncertainty which is that a partial safety factor, which is meant for use together with a
caused by the uncertainty in Xi. characteristic value defined as the mean value of a soil property,
cannot be used together with a characteristic value defined as a
2.8.2.10 Once a target failure probability is specified and once low percentile of that soil property.
characteristic values of governing load and resistance variables ---e-n-d---of---G-u-i-d-a-n-c-e---n-o-t-e---
for a foundation are defined, e.g. as quantiles in the respective
probability distributions of these variables, structural reliabil-
ity analyses can be applied to calibrate the necessary require- 2.9.3 Best estimate
ments to the load and material factors that are part of the design
rule for the foundation. 2.9.3.1 Best estimates of soil properties are central unbiased
estimates with lowest possible standard errors. Best estimates
2.9 Design soil parameters are normally used for assessment of serviceability limit states,
i.e. whenever problems are encountered for which predictions
2.9.1 General of the expected foundation behaviour are of interest. An exam-
ple of this is the prediction of the expected consolidation set-
2.9.1.1 Soil parameters for use in design are usually given in tlements for which best estimate values of governing soil
one or more of the following ways: Characteristic value of the deformation parameters are required, e.g. inferred from oed-
soil property in question, best estimate of the soil property, and ometer tests. This applies to prediction of absolute consolida-
upper and lower bounds of the soil property. Soil parameters tion settlements as well as to prediction of differential
given in these ways for use in design should be established settlements. For prediction of best estimates of differential set-
according to the methodologies presented in 2.4.1 through tlements, the horizontal correlation lengths of the governing
2.4.4 and 2.5.1 through 2.5.4. soil deformation parameters are of importance.

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2.9.4 Lower and upper bounds Structural Safety, Prentice Hall Inc., Englewood Cliffs, N.J.,
1986.
2.9.4.1 Soil reports often specify lower and upper bound val-
ues for use as characteristic values in design. Lower bounds are 2.10.1.4 Neter, J., W. Wasserman, and M.H. Kutner, Applied
usually meant for design against the ultimate limit state where Linear Statistical Models, Richard D. Irwin, Inc., Homewood,
low strengths are unfavourable. Upper bounds are usually Ill., 1990.
meant for considerations where large strengths are unfavoura-
ble such as evaluations of skirt penetration resistance for 2.10.1.5 Ronold, K.O., “Random Field Modeling of Founda-
installation of skirted foundations and pile driving resistance tion Failure Modes,” Journal of Geotechnical Engineering,
for installation ability of piles by means of particular pile driv- ASCE, Vol. 116, No. 4, pp. 554-570, 1990.
ing hammers. Upper bounds are also of relevance for evalua-
tion of pile driving resistance for assessment of fatigue in the 2.10.1.6 Ronold, K.O., and A. Echtermeyer, “Estimation of
pile material. The designer should always make sure that pre- fatigue curves for design of composite laminates,” Compos-
sented lower and upper bounds for soil properties meet the ites, Part A: Applied Science and Manufacturing, Elsevier,
requirements to characteristic values set forth in the codes and Vol. 27A, No. 6, pp. 485-491, 1996.
standards which are used in design.
2.10.1.7 Snedecor, G.W., and W.G. Cochran, Statistical
For design of structures subjected to cyclic loading or influ- Methods, Iowa State University Press, Ames, Iowa, 1989.
enced by dynamic behaviour, it may be necessary to perform
sensitivity studies for both lower bound values and upper 2.10.2 Other relevant literature
bound values for relevant soil properties for the supporting
foundation soils. 2.10.2.1 Benjamin, J.R., and C.A. Cornell, Probability, Statis-
tics, and Decision for Civil Engineers, McGraw-Hill, Inc.,
2.10 References and literature New York, N.Y., 1970.
2.10.1 List of references 2.10.2.2 Cressie, N., Statistics for Spatial Data, John Wiley
and Sons, New York, N.Y., 1991.
2.10.1.1 Ang. A., and W.H. Tang, Probability Concepts in
Engineering Planning and Design, Vol. I, Basic Principles, 2.10.2.3 Isaaks, E.H., and R.M. Shrivastava, Applied Geosta-
John Wiley and Sons, New York, N.Y., 1975. tistics, Oxford University Press, New York, N.Y., 1989.
2.10.1.2 Ang. A., and W.H. Tang, Probability Concepts in 2.10.2.4 Journel, A.G., and C.J. Huijbregts, Mining Geostatis-
Engineering Planning and Design, Vol. II, Decision, Risk, and tics, Academic Press, London, England, 1978.
Reliability, John Wiley and Sons, New York, N.Y., 1984.
2.10.2.5 Vanmarcke, E., Random Fields, Analysis and Synthe-
2.10.1.3 Madsen, H.O., N.C. Lind, and S. Krenk, Methods of sis, The MIT Press, Cambridge, Mass., 1983.

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APPENDIX A
TABLES OF PROBABILITY DISTRIBUTIONS

A.1 Table of the Student’s t distribution


Table A-1 gives the 1 quantiles t in the Student’s t distri-
bution with n degrees of freedom, i.e. P[T < t] = 1

Table A-1 Quantiles in the Student’s t distribution


1 
n
0.75 0.90 0.95 0.98 0.99
1 1.000 3.078 6.314 15.895 31.821
2 0.816 1.886 2.920 4.849 6.965
3 0.765 1.638 2.353 3.482 4.541
4 0.741 1.533 2.132 2.999 3.747
5 0.727 1.476 2.015 2.757 3.365
6 0.718 1.440 1.943 2.612 3.143
7 0.711 1.415 1.895 2.517 2.998
8 0.706 1.397 1.860 2.449 2.896
9 0.703 1.383 1.833 2.398 2.821
10 0.700 1.372 1.812 2.359 2.764
11 0.697 1.363 1.796 2.328 2.718
12 0.695 1.356 1.782 2.303 2.681
13 0.694 1.350 1.771 2.282 2.650
14 0.692 1.345 1.761 2.264 2.624
15 0.691 1.341 1.753 2.249 2.602
16 0.690 1.337 1.746 2.235 2.583
17 0.689 1.333 1.740 2.224 2.567
18 0.688 1.330 1.734 2.214 2.552
19 0.688 1.328 1.729 2.205 2.539
20 0.687 1.325 1.725 2.197 2.528
21 0.686 1.323 1.721 2.189 2.518
22 0.686 1.321 1.717 2.183 2.508
23 0.685 1.319 1.714 2.177 2.500
24 0.685 1.318 1.711 2.172 2.492
25 0.684 1.316 1.708 2.167 2.485
26 0.684 1.315 1.706 2.162 2.479
27 0.684 1.314 1.703 2.158 2.473
28 0.683 1.313 1.701 2.154 2.467
29 0.683 1.311 1.699 2.150 2.462
30 0.683 1.310 1.697 2.147 2.457
35 0.682 1.306 1.690 2.133 2.438
40 0.681 1.303 1.684 2.123 2.423
45 0.680 1.301 1.679 2.115 2.412
50 0.679 1.299 1.676 2.109 2.403
60 0.679 1.296 1.671 2.099 2.390
70 0.678 1.294 1.667 2.093 2.381
80 0.678 1.292 1.664 2.088 2.374
100 0.677 1.290 1.660 2.081 2.364
 0.674 1.282 1.645 2.054 2.326

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Recommended Practice DNV-RP-C207, October 2010
Page 27

A.2 Table of the normal distribution


Table A-2 gives the value of the cumulative normal distribu-
tion function (x) for given quantile x.

Table A-2 The cumulative normal distribution function


x 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998
3.5 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998
3.6 0.9998 0.9998 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
3.7 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
3.8 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
3.9 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
4.0 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

DET NORSKE VERITAS


Recommended Practice DNV-RP-C207, October 2010
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DET NORSKE VERITAS

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